+177.3%
GDX vs STRL
+826.8%
-649.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.5% | -1.3% | +1.8% |
| 7D | +13.6% | -26.9% | +40.5% | +16.7% |
| 30D | +2.5% | -52.7% | +55.2% | +10.5% |
| 3M | +4.4% | -52.8% | +57.2% | +12.3% |
| 6M | -5.2% | -71.5% | +66.2% | +6.9% |
| YTD | +2.1% | -17.4% | +19.6% | +1.5% |
| 1Y | +24.7% | -35.0% | +59.7% | +26.6% |
| 3Y | +211.3% | +239.2% | -27.9% | +160.4% |
| 5Y | +186.7% | +830.2% | -643.5% | +113.4% |
| 10Y | +285.3% | +3,574.7% | -3,289.4% | +129.2% |
| All | +177.3% | +826.8% | -649.5% | +74.8% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded STRL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling